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Reserve the Uffizi and Accademia in advance using the international phone number, not the website. There's no downside to doing so (except that you have to indicate a time) because there's no service charge and you don't pay until you get there and pick up the tix.

You can avoid lines for climbing the Duomo by getting there early in the a.m.

If you want to take the underground tour at the Colosseum, you have to reserve it by phone. You can buy tickets online, but you can't reserve any tours except by calling. Here is the official website, which gives you the number to call:

I called for our L'Accademia tickets. I had to give my name, date and time, and number of tickets which was large. Easy to call- even with a 9 hour time difference. Paid when I picked the tickets up.
In Florence, also book Galleria Uffizi.
In Rome, I booked Villa Borghese.
We booked a private driver/guide for a day in Rome and he got the tickets to Colesseum for us.
You need to chose a time for most of your reservations, so I always pick early in the morning or late in the afternoon. If you don't have reserved tickets, be prepared to stand in long lines.
If you're going to be in Milan, book The Last Supper way in advance.

There's a 4€ service charge for booking the Uffizi or Academia on the museums website. In the past, when booking on the phone, you didn't pay until pick up and there was no booking fee (don't know if that is still the case).

If you hadn't already purchased the Borghese, you might want the Roma Pass (good for Borghese and Colosseum/Forum/Palantine). With the Roma Pass, you do have to call to book the Borghese and tell them you are using the pass. Ditto for the Underground tour.

If you aren't getting the pass, the Colosseum tickets are good for two days (one entry to each area - Colosseum/Forum/Palantine).

The Pantheon is free so no booking.

Before booking anything else, check to see when Culture week is for Italy (it could possibly vary a bit between cities as it varies in the rest of Europe). Typically this is April or May and all state museums are free for the week.

I had heard that if you bought your Forum/Colosseum tickets at the Forum the line was much shorter, and then when you went to the Colosseum you could bypass the line to purchase tickets (since you would already have them) and only wait on a much smaller line to get in. Not sure if that is still true.

Isabel - yes, that is exactly what we did last February. We bought our tickets at the Forum (where there was exactly one person in front of us in line) and then bypassed the throngs to walk right into the Colosseum.